Dimitris.Kapetanakis
2011-Jul-20 13:16 UTC
[R] np package, KleinSpady estimator, error when I estimate the bootstrapped standard errors
Dear all, I am using np package in order to estimate a model with Klein and Spady estimator. To estimate the model I use KS <- npindexbw (xdat=X, ydat=Y, bandwidth.compute=TRUE, method="kleinspady", optim.maxit=10^3, ckertype="epanechnikov", ckerorder=2) and to estimate beta hats standard errors I use KSi <- npindex(KS, gradients=T, boot.num=300) vcov(KSi) This is fine so far, but if I want to estimate the bootstrapped standard errors on estimates by se(KSi) then the result is NA and if I include the argument errors=TRUE instead of the default errors=FALSE as I think I should, I get the error: Error in npreg(regtype = "lc", gradients = TRUE, txdat = rindex, tydat tydat[indices], : argument is missing, with no default I couldn't find though any argument without a default. So, how can I get the bootstrapped errors? Thank you Dimitris -- View this message in context: http://r.789695.n4.nabble.com/np-package-KleinSpady-estimator-error-when-I-estimate-the-bootstrapped-standard-errors-tp3680709p3680709.html Sent from the R help mailing list archive at Nabble.com.
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